+41.1%
AR vs VCLT
+17.0%
+24.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | +3.5% | -1.1% | +4.7% | +3.9% |
| 3M | +9.9% | -3.7% | +13.6% | +11.0% |
| 6M | +4.5% | -4.0% | +8.6% | +5.5% |
| YTD | +13.7% | -3.4% | +17.1% | +14.5% |
| 1Y | +19.2% | -4.1% | +23.4% | +20.4% |
| 3Y | +46.2% | +11.0% | +35.2% | +40.1% |
| 5Y | +145.9% | -17.0% | +162.9% | +156.2% |
| All | +41.1% | +17.0% | +24.1% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling